An event-based service framework for learning, querying and monitoring multivariate time series

Chun Kit Ngan, Alexander Brodsky, Jessica Lin

Research output: Chapter in Book/Report/Conference proceedingConference contribution

1 Scopus citations

Abstract

We propose an event-based service framework for Multivariate Time Series Analytics (MTSA) that supports model definition, querying, parameter learning, model evaluation, monitoring, and decision recommendation on events. Our approach combines the strengths of both domain-knowledge-based and formal-learning-based approaches for maximizing utility on events over multivariate time series. More specifically, we identify multivariate time series parametric estimation problems, in which the objective function is dependent on the time points from which the parameters are learned. We propose an algorithm that guarantees to find the optimal time point(s), and we show that our approach produces results that are superior to those of the domain-knowledge-based approach and the logit regression model. We also develop MTSA data model and query language for the services of parameter learning, querying, and monitoring.

Original languageEnglish (US)
Title of host publicationEnterprise Information Systems - 13th International Conference, ICEIS 2011, Revised Selected Papers
PublisherSpringer Verlag
Pages208-223
Number of pages16
ISBN (Print)9783642299575
DOIs
StatePublished - Jan 1 2012
Event13th International Conference on Enterprise Information Systems, ICEIS 2011 - Beijing, China
Duration: Jun 8 2011Jun 11 2011

Publication series

NameLecture Notes in Business Information Processing
Volume102 LNBIP
ISSN (Print)1865-1348

Other

Other13th International Conference on Enterprise Information Systems, ICEIS 2011
CountryChina
CityBeijing
Period6/8/116/11/11

All Science Journal Classification (ASJC) codes

  • Management Information Systems
  • Control and Systems Engineering
  • Business and International Management
  • Information Systems
  • Modeling and Simulation
  • Information Systems and Management

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  • Cite this

    Ngan, C. K., Brodsky, A., & Lin, J. (2012). An event-based service framework for learning, querying and monitoring multivariate time series. In Enterprise Information Systems - 13th International Conference, ICEIS 2011, Revised Selected Papers (pp. 208-223). (Lecture Notes in Business Information Processing; Vol. 102 LNBIP). Springer Verlag. https://doi.org/10.1007/978-3-642-29958-2_14